Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47423.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46025.21 Kr¶

PnL: ---------------------------------------> -863.36 Kr¶

DD now: ---------------------------------> -2.481 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:43:04.410624'

Anic Portfolio¶

This Week¶

Return: -1.031 %¶

Total¶

Return: 55.238 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.130000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 -1.210000 781.200000 108.200000 16.080000 673.000000
SAAB B 8 -0.210000 3436.000000 59.000000 1.750000 3377.000000
Nordea Bank Abp 29 0.620000 3504.940000 50.940000 1.470000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.870000 393.200000 38.200000 10.760000 355.000000
Intrum 4 2.570000 558.800000 31.800000 6.030000 527.000000
Resurs Holding 22 1.220000 601.040000 27.040000 4.710000 573.999998
Corem Property Group B 59 0.300000 600.620000 23.620000 4.090000 576.999999
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
AcadeMedia 12 -1.160000 571.920000 14.920000 2.680000 557.000004
Swedbank A 3 0.490000 578.700000 14.700000 2.610000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.040000 582.120000 12.120000 2.130000 570.000000
Creaspac SPAC 6 0.410000 583.200000 6.200000 1.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.750000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -0.070000 535.200000 3.200000 0.600000 532.000000
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 4.350000 576.000000 -18.570000 -3.120000 594.565215
Essity B 2 0.040000 549.400000 -24.600000 -4.290000 574.000000
CTEK 13 -4.240000 508.170000 -25.830000 -4.840000 533.999999
Essity A 4 0.360000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.480000 2761.200000 -209.800000 -7.060000 2971.000006
OX2 18 0.630000 1427.400000 -236.600000 -14.220000 1663.999992
Axfood 13 0.190000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46021.140000 -867.430000 -2.48974% 46888.564618

Updated:¶

'2023-01-27 10:42:07.616377'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶